There is virtually no shore diving in the Keys. Compound this with the fact there is nothing you can reach swimming from shore, I would say make other plans. The bridges are a real questionable issue. Technically you can dive them - but not from shore.
You will most likely get a visit from FWC or a sheriff's deputy.

I also get confused about this and each area seems to have differnet rules. I am going to islamorada next month. Is it legal to dive from a boat around bridges and through canals for lobster? When you guys say don't dive the intercoastal you mean the main drag in the gulf not the cut through right or is this also a legal but idot thing to do. I will have my 16 month old son and looking to stay in calm water on gulf side playing around.

It is illegal to dive in any man made canal in Monroe County. It is also illegal to dive within 300ft. of developed waterfront in monroe County.
The best recreational lobstering is in the Gulf (calmer & shallower water).